+89.2%
USB vs MKTX
+17.6%
+71.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +6.8% | +0.7% | +6.1% | +6.7% |
| 3M | -3.8% | +2.4% | -6.2% | -4.1% |
| 6M | +11.7% | +13.5% | -1.7% | +9.2% |
| YTD | +17.5% | -7.2% | +24.7% | +18.1% |
| 1Y | +33.8% | +1.0% | +32.8% | +32.5% |
| 3Y | +104.2% | -23.7% | +128.0% | +108.9% |
| 5Y | +26.4% | -54.4% | +80.8% | +37.4% |
| 10Y | +89.2% | +13.2% | +76.0% | +56.3% |
| All | +89.2% | +17.6% | +71.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling